+77.1%
MSI vs TXG
+65.2%
+11.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +3.2% | -1.8% | +5.1% | +3.3% |
| 30D | +17.6% | -20.4% | +38.0% | +17.7% |
| 3M | +14.5% | +0.1% | +14.5% | +14.2% |
| 6M | +34.3% | +176.2% | -141.9% | +31.2% |
| YTD | +39.7% | +256.8% | -217.1% | +35.6% |
| 1Y | +40.2% | +255.9% | -215.7% | +35.9% |
| 3Y | +77.1% | +60.2% | +16.9% | +70.9% |
| All | +77.1% | +65.2% | +11.9% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling